Research article (journal)
Bali, T. G., Beckmeyer, H., Moerke, M., & Weigert, F. (2023). Option Return Predictability with Machine Learning and Big Data. Review of Financial Studies, 36(9), 3548–3602.
More details BibTeX DOI
@article{BaliBMW2023OptionReturn,
author = {Turan G. Bali and Heiner Beckmeyer and Mathis Moerke and Florian Weigert},
title = {Option Return Predictability with Machine Learning and Big Data},
journal = {Review of Financial Studies},
year = {2023},
volume = {36},
number = {9},
pages = {3548--3602},
doi = {10.1093/rfs/hhad017},
note = {Publication status: Published}
}
Branger, N., Chen, A., Mahayni, A., & Nguyen, T. (2023). Optimal collective investment: an analysis of individual welfare. Mathematics and Financial Economics, 17, 101–125.
More details BibTeX DOI
@article{BrangerCMN2023OptimalCollective,
author = {Nicole Branger and An Chen and Antje Mahayni and Thai Nguyen},
title = {Optimal collective investment: an analysis of individual welfare},
journal = {Mathematics and Financial Economics},
year = {2023},
volume = {17},
pages = {101--125},
doi = {10.1007/s11579-022-00329-1},
note = {Publication status: Published}
}
Branger, N., Flacke, R. M., Meyerhof, P., & Windmüller, S. (2023). Stock Returns in Global Value Chains: The Role of Upstreamness and Downstreamness. Journal of Empirical Finance, 74.
More details BibTeX Full text
@article{BrangerFMW2023StockReturns,
author = {Nicole Branger and René Marian Flacke and Paul Meyerhof and Steffen Windmüller},
title = {Stock Returns in Global Value Chains: The Role of Upstreamness and Downstreamness},
journal = {Journal of Empirical Finance},
year = {2023},
volume = {74},
url = {https://doi.org/10.1016/j.jempfin.2023.101437},
note = {Publication status: Published}
}
Branger, N., Hanke, M., & Weissensteiner, A. (2023). The Information Content of Wheat Derivatives Regarding the Ukrainian War. Journal of Futures Markets, forthcoming.
More details BibTeX DOI
@article{BrangerHW2023TheInformation,
author = {Nicole Branger and Michael Hanke and Alex Weissensteiner},
title = {The Information Content of Wheat Derivatives Regarding the Ukrainian War},
journal = {Journal of Futures Markets},
year = {2023},
volume = {forthcoming},
doi = {10.1002/fut.22475},
note = {Publication status: Published}
}